| 000 | 00523nam a2200181Ia 4500 | ||
|---|---|---|---|
| 008 | 100324s9999 xx 000 0 und d | ||
| 100 | _aMortensen, Allan | ||
| 240 | _aJournal of Derivatives (Q) | ||
| 245 | _aSemi analytical valuation of basket credit derivatives in intensity based models | ||
| 246 |
_aJ5781 _f2006 |
||
| 260 | _c2006 | ||
| 300 |
_bV. 13 _cIssue. 4 _a8 - 26 |
||
| 366 | _b2006 | ||
| 366 | _bSummer | ||
| 650 | _aDerivatives | ||
| 653 | _aCredit;Derivatives;Intensity based models; | ||
| 942 | _cJA | ||
| 999 |
_c46229 _d46229 |
||